+463.1%
STM vs URA
+277.9%
+185.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +2.8% |
| 7D | +1.4% | +2.9% | -1.4% | +0.4% |
| 30D | -8.4% | -10.8% | +2.5% | -2.8% |
| 3M | -15.8% | -25.5% | +9.7% | -3.1% |
| 6M | -22.8% | -41.2% | +18.4% | -0.6% |
| YTD | +79.4% | -21.3% | +100.6% | +99.8% |
| 1Y | +97.0% | -25.7% | +122.7% | +124.0% |
| 3Y | +14.2% | +43.1% | -28.9% | -11.2% |
| 5Y | -4.5% | +35.6% | -40.0% | -27.4% |
| 10Y | +463.1% | +281.3% | +181.8% | +140.2% |
| All | +463.1% | +277.9% | +185.2% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling